You can use the following snippet. This is better because the rootPane will get events from any component in the dialog. You can replace setVisible(false) with dispose() if you want.
public static void addEscapeListener(final JDialog dialog) {
ActionListener escListener = new ActionListener() {
@Override
public void actionPerformed(ActionEvent e) {
dialog.setVisible(false);
}
};
dialog.getRootPane().registerKeyboardAction(escListener,
KeyStroke.getKeyStroke(KeyEvent.VK_ESCAPE, 0),
JComponent.WHEN_IN_FOCUSED_WINDOW);
}